Optim() function in R
Solution 1:
The problem is that the function likelihood_levy is either returning a value greater than .Machine$double.xmax or within the function, a division by zero is occurring. This line may be the culprit:
sum(log(1 / (x - mu)))
if x is equal to, or just very close to mu, the problem would occur. You could add some defensive code to check for this. However:
the first parameter must be lower than x
I don't think there is a way to do that with optim